+148.3%
IBM vs APH
+940.6%
-792.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -1.7% | +0.4% | -2.1% | -2.1% |
| 30D | +10.1% | -8.0% | +18.1% | +12.4% |
| 3M | +4.8% | -5.0% | +9.8% | +5.2% |
| 6M | +12.6% | +29.9% | -17.3% | -1.3% |
| YTD | -13.9% | +18.0% | -31.9% | -23.9% |
| 1Y | -18.7% | +11.3% | -30.0% | -26.6% |
| 3Y | +81.9% | +274.9% | -193.0% | -13.6% |
| 5Y | +148.3% | +300.6% | -152.3% | +11.2% |
| All | +148.3% | +940.6% | -792.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded APH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling